top of page
Research
Working Papers
Process Intangibles and Agency Conflicts (with Hui Chen, Ali Kakhbod, and Hao Xing), R&R Journal of Finance
​
​
Intangible Investment, Displacement Risk, and the Value Discount ​
​
​
Identification of Factor Risk Premia (with Peter G. Hansen)
​
​
Model-Free Factor Risk Premium
​​​
​
​
​
Selected Works In Progress​
​
Activeness and Alpha (with George Aragon and Xiaohui Yang)
​
The Price of Risk (with Landon Ross and David Schriendorfer)​
​
bottom of page